ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
115-230 |
116-030 |
0-120 |
0.3% |
117-190 |
| High |
116-160 |
117-040 |
0-200 |
0.5% |
118-020 |
| Low |
115-120 |
116-020 |
0-220 |
0.6% |
115-120 |
| Close |
115-300 |
117-000 |
1-020 |
0.9% |
117-000 |
| Range |
1-040 |
1-020 |
-0-020 |
-5.6% |
2-220 |
| ATR |
0-302 |
0-307 |
0-006 |
1.9% |
0-000 |
| Volume |
648,936 |
855,009 |
206,073 |
31.8% |
1,962,047 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-293 |
119-167 |
117-187 |
|
| R3 |
118-273 |
118-147 |
117-094 |
|
| R2 |
117-253 |
117-253 |
117-062 |
|
| R1 |
117-127 |
117-127 |
117-031 |
117-190 |
| PP |
116-233 |
116-233 |
116-233 |
116-265 |
| S1 |
116-107 |
116-107 |
116-289 |
116-170 |
| S2 |
115-213 |
115-213 |
116-258 |
|
| S3 |
114-193 |
115-087 |
116-226 |
|
| S4 |
113-173 |
114-067 |
116-133 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-280 |
123-200 |
118-153 |
|
| R3 |
122-060 |
120-300 |
117-236 |
|
| R2 |
119-160 |
119-160 |
117-158 |
|
| R1 |
118-080 |
118-080 |
117-079 |
117-170 |
| PP |
116-260 |
116-260 |
116-260 |
116-145 |
| S1 |
115-180 |
115-180 |
116-241 |
114-270 |
| S2 |
114-040 |
114-040 |
116-162 |
|
| S3 |
111-140 |
112-280 |
116-084 |
|
| S4 |
108-240 |
110-060 |
115-167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-190 |
115-120 |
3-070 |
2.8% |
1-068 |
1.0% |
50% |
False |
False |
418,252 |
| 10 |
120-110 |
115-120 |
4-310 |
4.2% |
1-024 |
0.9% |
33% |
False |
False |
223,266 |
| 20 |
120-150 |
115-120 |
5-030 |
4.4% |
0-283 |
0.8% |
32% |
False |
False |
113,746 |
| 40 |
122-090 |
115-120 |
6-290 |
5.9% |
0-199 |
0.5% |
24% |
False |
False |
57,180 |
| 60 |
124-110 |
115-120 |
8-310 |
7.7% |
0-138 |
0.4% |
18% |
False |
False |
38,121 |
| 80 |
124-110 |
115-120 |
8-310 |
7.7% |
0-104 |
0.3% |
18% |
False |
False |
28,591 |
| 100 |
124-110 |
115-120 |
8-310 |
7.7% |
0-083 |
0.2% |
18% |
False |
False |
22,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-205 |
|
2.618 |
119-290 |
|
1.618 |
118-270 |
|
1.000 |
118-060 |
|
0.618 |
117-250 |
|
HIGH |
117-040 |
|
0.618 |
116-230 |
|
0.500 |
116-190 |
|
0.382 |
116-150 |
|
LOW |
116-020 |
|
0.618 |
115-130 |
|
1.000 |
115-000 |
|
1.618 |
114-110 |
|
2.618 |
113-090 |
|
4.250 |
111-175 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-277 |
116-242 |
| PP |
116-233 |
116-163 |
| S1 |
116-190 |
116-085 |
|